Anic Equity¶

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Total return since start: 0.697 %¶

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Equity now: -----------------------------> 51835.62 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48636.56 Kr¶

PnL: ---------------------------------------> -451.01 Kr¶

DD now: ---------------------------------> -0.209 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 14:59:04.138583'

Anic Portfolio¶

This Week¶

Return: 9.083 %¶

Total¶

Return: 69.724 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.100000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 4.210000 811.200000 138.200000 20.530000 673.000000
Nordea Bank Abp 29 1.120000 3571.060000 117.060000 3.390000 3453.999992
SAAB B 8 1.550000 3469.600000 92.600000 2.740000 3377.000000
HEBA B 70 1.830000 2723.000000 87.000000 3.300000 2636.000010
Fasadgruppen Group 38 0.910000 4202.800000 61.800000 1.490000 4140.999992
Swedbank A 3 2.400000 615.600000 51.600000 9.150000 564.000000
Resurs Holding 22 1.190000 618.640000 44.640000 7.780000 573.999998
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
AcadeMedia 12 0.450000 594.000000 37.000000 6.640000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.680000 390.100000 35.100000 9.890000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
OEM International B 7 2.450000 555.800000 27.800000 5.270000 527.999997
Intrum 4 2.300000 551.800000 24.800000 4.710000 527.000000
Boozt 12 2.350000 1669.200000 15.200000 0.920000 1653.999996
Securitas B 6 2.240000 584.880000 14.880000 2.610000 570.000000
Eastnine 4 0.800000 504.800000 13.800000 2.810000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Coor Service Management Hold. 8 1.420000 541.600000 9.600000 1.800000 532.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.390000 248.160000 2.160000 0.880000 246.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.370000 546.250000 0.250000 0.050000 546.000000
Sampo Oyj SDB 7 0.730000 3850.000000 0.000000 0.000000 3850.000000
Corem Property Group B 59 2.040000 575.250000 -1.750000 -0.300000 576.999999
Midsona B 63 0.550000 578.340000 -4.660000 -0.800000 582.999984
CTEK 13 1.510000 507.390000 -26.610000 -4.980000 533.999999
International Petroleum Corp. 5 -0.090000 562.000000 -32.570000 -5.480000 594.565215
Essity B 2 -1.580000 536.800000 -37.200000 -6.480000 574.000000
Vivesto 1368 -0.100000 560.330000 -52.670000 -8.590000 612.999432
Essity A 4 -1.280000 1078.000000 -71.000000 -6.180000 1149.000000
Beijer Electronics Group 27 -1.260000 2964.600000 -119.400000 -3.870000 3083.999994
OX2 22 4.410000 1848.000000 -141.000000 -7.090000 1989.000002
Axfood 15 -2.830000 3919.500000 -380.500000 -8.850000 4300.000005
Ovzon 64 -1.320000 3353.600000 -642.400000 -16.080000 3996.000000
TOTAL 48644.890000 -442.680000 -0.19334% 49087.564636

Updated:¶

'2023-02-01 14:58:18.486713'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶